C# IResultHandler.LogMessage方法代码示例

//.........这里部分代码省略.........
                        }
                    }

                    //After we've fired all other events in this second, fire the pricing events:
                    if (backwardsCompatibilityMode)
                    {
                        //Log.Debug("AlgorithmManager.Run(): Invoking v1.0 Event Handlers...");
                        try
                        {
                            if (oldTradeBarsMethodInfo != null && oldBars.Count > 0) methodInvokers[tradebarsType](algorithm, oldBars);
                            if (oldTicksMethodInfo != null && oldTicks.Count > 0) methodInvokers[ticksType](algorithm, oldTicks);
                        }
                        catch (Exception err)
                        {
                            _runtimeError = err;
                            _algorithmState = AlgorithmStatus.RuntimeError;
                            Log.Debug("AlgorithmManager.Run(): RuntimeError: Backwards Compatibility Mode: " + err.Message + " STACK >>> " + err.StackTrace);
                            return;
                        }
                    }
                    else
                    {
                        //Log.Debug("AlgorithmManager.Run(): Invoking v2.0 Event Handlers...");
                        try
                        {
                            if (newTradeBarsMethodInfo != null && newBars.Count > 0) methodInvokers[tradebarsType](algorithm, newBars);
                            if (newTicksMethodInfo != null && newTicks.Count > 0) methodInvokers[ticksType](algorithm, newTicks);
                        }
                        catch (Exception err)
                        {
                            _runtimeError = err;
                            _algorithmState = AlgorithmStatus.RuntimeError;
                            Log.Debug("AlgorithmManager.Run(): RuntimeError: New Style Mode: " + err.Message + " STACK >>> " + err.StackTrace);
                            return;
                        }
                    }

                    //If its the historical/paper trading models, wait until market orders have been "filled"
                    // Manually trigger the event handler to prevent thread switch.
                    transactions.ProcessSynchronousEvents();

                    //Save the previous time for the sample calculations
                    _previousTime = time;

                } // End of Time Loop

                // Process any required events of the results handler such as sampling assets, equity, or stock prices.
                results.ProcessSynchronousEvents();
            } // End of ForEach DataStream

            //Stream over:: Send the final packet and fire final events:
            Log.Trace("AlgorithmManager.Run(): Firing On End Of Algorithm...");
            try
            {
                algorithm.OnEndOfAlgorithm();
            }
            catch (Exception err)
            {
                _algorithmState = AlgorithmStatus.RuntimeError;
                _runtimeError = new Exception("Error running OnEndOfAlgorithm(): " + err.Message, err.InnerException);
                Log.Debug("AlgorithmManager.OnEndOfAlgorithm(): " + err.Message + " STACK >>> " + err.StackTrace);
                return;
            }

            // Process any required events of the results handler such as sampling assets, equity, or stock prices.
            results.ProcessSynchronousEvents(forceProcess: true);

            //Liquidate Holdings for Calculations:
            if (_algorithmState == AlgorithmStatus.Liquidated || !Engine.LiveMode)
            {
                Log.Trace("AlgorithmManager.Run(): Liquidating algorithm holdings...");
                algorithm.Liquidate();
                results.LogMessage("Algorithm Liquidated");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Liquidated);
            }

            //Manually stopped the algorithm
            if (_algorithmState == AlgorithmStatus.Stopped)
            {
                Log.Trace("AlgorithmManager.Run(): Stopping algorithm...");
                results.LogMessage("Algorithm Stopped");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Stopped);
            }

            //Backtest deleted.
            if (_algorithmState == AlgorithmStatus.Deleted)
            {
                Log.Trace("AlgorithmManager.Run(): Deleting algorithm...");
                results.DebugMessage("Algorithm Id:(" + job.AlgorithmId + ") Deleted by request.");
                results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Deleted);
            }

            //Algorithm finished, send regardless of commands:
            results.SendStatusUpdate(job.AlgorithmId, AlgorithmStatus.Completed);

            //Take final samples:
            results.SampleRange(algorithm.GetChartUpdates());
            results.SampleEquity(_frontier, Math.Round(algorithm.Portfolio.TotalPortfolioValue, 4));
            results.SamplePerformance(_frontier, Math.Round((algorithm.Portfolio.TotalPortfolioValue - startingPerformance) * 100 / startingPerformance, 10));
        }

//.........这里部分代码省略.........
                                AlgorithmManager.Run(job, algorithm, DataFeed, TransactionHandler, ResultHandler, SetupHandler, RealTimeHandler);
                            }
                            catch (Exception err)
                            {
                                //Debugging at this level is difficult, stack trace needed.
                                Log.Error("Engine.Run", err);
                            }

                            Log.Trace("Engine.Run(): Exiting Algorithm Manager");

                            }, job.UserPlan == UserPlan.Free ? 1024 : MaximumRamAllocation);

                        if (!complete)
                        {
                            Log.Error("Engine.Main(): Failed to complete in time: " + SetupHandler.MaximumRuntime.ToString("F"));
                            throw new Exception("Failed to complete algorithm within " + SetupHandler.MaximumRuntime.ToString("F") + " seconds. Please make it run faster.");
                        }

                        // Algorithm runtime error:
                        if (algorithm.RunTimeError != null)
                        {
                            throw algorithm.RunTimeError;
                        }
                    }
                    catch (Exception err)
                    {
                        //Error running the user algorithm: purge datafeed, send error messages, set algorithm status to failed.
                        Log.Error("Engine.Run(): Breaking out of parent try-catch: " + err.Message + " " + err.StackTrace);
                        if (DataFeed != null) DataFeed.Exit();
                        if (ResultHandler != null)
                        {
                            var message = "Runtime Error: " + err.Message;
                            Log.Trace("Engine.Run(): Sending runtime error to user...");
                            ResultHandler.LogMessage(message);
                            ResultHandler.RuntimeError(message, err.StackTrace);
                            Api.SetAlgorithmStatus(job.AlgorithmId, AlgorithmStatus.RuntimeError, message + " Stack Trace: " + err.StackTrace);
                        }
                    }

                    //Send result data back: this entire code block could be rewritten.
                    // todo: - Split up statistics class, its enormous.
                    // todo: - Make a dedicated Statistics.Benchmark class.
                    // todo: - Move all creation and transmission of statistics out of primary engine loop.
                    // todo: - Statistics.Generate(algorithm, resulthandler, transactionhandler);

                    try
                    {
                        var charts = new Dictionary<string, Chart>(ResultHandler.Charts);
                        var orders = new Dictionary<int, Order>(algorithm.Transactions.Orders);
                        var holdings = new Dictionary<string, Holding>();
                        var statistics = new Dictionary<string, string>();
                        var banner = new Dictionary<string, string>();

                        try
                        {
                            //Generates error when things don't exist (no charting logged, runtime errors in main algo execution)
                            const string strategyEquityKey = "Strategy Equity";
                            const string equityKey = "Equity";
                            const string dailyPerformanceKey = "Daily Performance";

                            // make sure we've taken samples for these series before just blindly requesting them
                            if (charts.ContainsKey(strategyEquityKey) &&
                                charts[strategyEquityKey].Series.ContainsKey(equityKey) &&
                                charts[strategyEquityKey].Series.ContainsKey(dailyPerformanceKey))
                            {
                                var equity = charts[strategyEquityKey].Series[equityKey].Values;